+631.5%
FSLR vs EWT
+675.5%
-44.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.7% |
| 7D | -2.6% | -3.7% | +1.0% | -1.4% |
| 30D | +1.8% | -17.2% | +18.9% | +16.9% |
| 3M | -24.4% | -7.3% | -17.0% | -21.8% |
| 6M | -17.7% | -1.5% | -16.2% | -19.6% |
| YTD | -30.7% | +49.0% | -79.8% | -53.5% |
| 1Y | -33.6% | +50.6% | -84.2% | -55.9% |
| 3Y | +35.1% | +148.9% | -113.7% | -42.7% |
| 5Y | +63.1% | +116.1% | -53.0% | -22.7% |
| 10Y | +466.4% | +427.8% | +38.6% | +18.5% |
| All | +631.5% | +675.5% | -44.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling